LAB #2837 NEUTRAL: LEDGER BENCH: Apply filter: ETHUSD SHORT — improves win rate from 31.2% to 50.8% (+19.7pp, n=59) — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: ETHUSD SHORT — improves win rate from 31.2% to 50.8% (+19.7pp, n=59) SAME-WINDOW EFFECT: Applying the ETHUSD SHORT filter would have had zero impact on the current live window — none of the 10 listed trades are ETHUSD. The filter is symbol-specific, so it would not alter any GBPUSD, XAUUSD, AUDUSD, USDCAD, or USDJPY outcomes. The claimed +19.7pp win-rate improvement (n=59) is untested against this window, so the live PnL delta is exactly $0. The only indirect effect would be psychological — a false sense of validation from a backtest that doesn't touch current exposure. OVER-TIME PROJECTION: Over 3–6 months, this filter would only affect future ETHUSD SHORT entries. The sample (n=59) is small and likely cherry-picked from a specific regime (e.g., a downtrending ETHUSD period). If the filter is simply "short ETHUSD," it will likely degrade as the market mean-reverts or trends upward — short-only filt Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-28
- DOI
- https://doi.org/10.5281/zenodo.23007276
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint